Author of the publication

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Optimal Control for Stochastic Delay Systems Under Model Uncertainty: A Stochastic Differential Game Approach.. J. Optimization Theory and Applications, 167 (3): 998-1031 (2015)Stochastic Differential Games in Insider Markets via Malliavin Calculus., , and . J. Optimization Theory and Applications, 160 (1): 302-343 (2014)A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications., and . Math. Methods Oper. Res., 85 (3): 349-388 (2017)An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems., and . J. Comput. Appl. Math., (2023)Maximum Principles of Markov Regime-Switching Forward-Backward Stochastic Differential Equations with Jumps and Partial Information.. J. Optimization Theory and Applications, 175 (2): 373-410 (2017)Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts., and . SIAM J. Math. Anal., 51 (5): 4105-4141 (2019)Short-Term Behavior of a Geothermal Energy Storage: Numerical Applications., , and . CoRR, (2021)Short-Term Behavior of a Geothermal Energy Storage: Modeling and Theoretical Results., , and . CoRR, (2021)Maximum Principle for Stochastic Control of SDEs with Measurable Drifts., and . J. Optim. Theory Appl., 197 (3): 1195-1228 (June 2023)